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~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Search: subject_exact:"Stochastic process"
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Mathematical programming
Monte Carlo simulation
Schätzung
Stochastic process
135
Stochastischer Prozess
135
Volatility
50
Volatilität
50
Theorie
49
Theory
49
Option pricing theory
33
Optionspreistheorie
33
Estimation
32
Electric power industry
19
Elektrizitätswirtschaft
19
Oil price
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Ölpreis
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Commodity derivative
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Rohstoffderivat
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Electricity price
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Strompreis
14
ARCH model
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ARCH-Modell
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Stochastic volatility
13
Time series analysis
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Zeitreihenanalyse
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Derivat
12
Derivative
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Monte-Carlo-Simulation
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Markov chain
11
Markov-Kette
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Welt
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World
11
Bayes-Statistik
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Bayesian inference
10
Energiemarkt
10
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Forecasting model
10
Greenhouse gas emissions
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Baum, Christopher F.
2
Costa, Letícia de Almeida
2
Goutte, Stéphane
2
Ignatieva, Ekaterina
2
Keles, Dogan
2
Li, Y. P.
2
Zerilli, Paola
2
Abate, Arega Getaneh
1
Agiakloglou, Christos N.
1
Andriosopoulos, Kostas
1
Angus, Andrew
1
Arouri, Mohamed
1
Badunenko, Oleg
1
Bertocchi, Marida
1
Bisso, Claudio R. S.
1
Boffino, Luigi
1
Boroumand, Raphaël Homayoun
1
Boubaker, Sabri
1
Bourghelle, David
1
Brennan, Feargal
1
Brix, Anne Floor
1
Bělín, Matěj
1
Caporin, Massimiliano
1
Carroll, James
1
Chang, Tsangyao
1
Cheffou, Abdoulkarim Idi
1
Chen, C.
1
Chen, Liyuan
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Chevallier, Julien
1
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Cho, Hoon
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Chun, Dohyun
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1
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1
Dehler-Holland, Joris
1
Ding Li
1
Dubbert, Tore
1
Dufitinema, Josephine
1
Ferreira, Léo da R.
1
Fuzuli, Gulistiani
1
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Applied economics
Energy economics
European journal of operational research : EJOR
301
Computers & operations research : and their applications to problems of world concern ; an international journal
103
Operations research
86
Mathematics of operations research
74
Operations research letters
69
International journal of production research
63
Journal of econometrics
59
INFORMS journal on computing : JOC
54
International journal of production economics
43
Computational Management Science : CMS
40
Transportation research / E : an international journal
37
Econometric reviews
36
Discussion paper / Tinbergen Institute
35
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
34
Omega : the international journal of management science
33
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Quantitative finance
31
Working paper
31
Annals of operations research
29
Computational economics
29
International journal of theoretical and applied finance
29
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Economic modelling
24
Insurance / Mathematics & economics
22
OR spectrum : quantitative approaches in management
22
Mathematical methods of operations research
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
IMA journal of management mathematics
20
Journal of economic dynamics & control
20
Journal of the Operational Research Society
20
Computational management science
19
Finance and stochastics
19
Journal of banking & finance
19
Journal of empirical finance
19
The journal of computational finance
19
CAMA working paper series
18
Les cahiers du GERAD
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1
Dispatch strategies for large-scale heat pump based district heating under high renewable share and risk-aversion : a multistage stochastic optimization approach
Siddique, Muhammad Bilal
;
Keles, Dogan
;
Scheller, Fabian
; …
- In:
Energy economics
136
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015046871
Saved in:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
5
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
6
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
7
Better to grow or better to improve? : measuring environmental efficiency in OECD countries with a stochastic environmental Kuznets frontier (SEKF)
Badunenko, Oleg
;
Galeotti, Marzio
;
Hunt, Lester C.
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438777
Saved in:
8
Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming
Keles, Dogan
;
Dehler-Holland, Joris
- In:
Energy economics
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202117
Saved in:
9
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
10
Stochastic convergence of per capita greenhouse gas emissions : new unit root tests with breaks and a factor structure
Payne, James E.
;
Lee, Junsoo
;
Islam, Md. Towhidul
; …
- In:
Energy economics
113
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013540483
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